Struct DataEngineConfig 

pub struct DataEngineConfig {

    pub time_bars_build_with_no_updates: bool,
    pub time_bars_timestamp_on_close: bool,
    pub time_bars_skip_first_non_full_bar: bool,
    pub time_bars_interval_type: BarIntervalType,
    pub time_bars_build_delay: u64,
    pub time_bars_origin_offset: HashMap<BarAggregation, Duration>,
    pub validate_data_sequence: bool,
    pub buffer_deltas: bool,
    pub emit_quotes_from_book: bool,
    pub emit_quotes_from_book_depths: bool,
    pub disable_historical_cache: bool,
    pub external_clients: Option<Vec<ClientId>>,
    pub debug: bool,
}

Configuration for DataEngine instances.

Fields

time_bars_build_with_no_updates: bool

If time bar aggregators will build and emit bars with no new market updates.

time_bars_timestamp_on_close: bool

If time bar aggregators will timestamp ts_event on bar close. If False, then will timestamp on bar open.

time_bars_skip_first_non_full_bar: bool

If time bar aggregators will skip emitting a bar if the aggregation starts mid-interval.

time_bars_interval_type: BarIntervalType

Determines the type of interval used for time aggregation.

• LeftOpen: start time is excluded and end time is included (default).
• RightOpen: start time is included and end time is excluded.

time_bars_build_delay: u64

The time delay (microseconds) before building and emitting a bar.

time_bars_origin_offset: HashMap<BarAggregation, Duration>

A dictionary mapping time bar aggregations to their origin time offsets.

validate_data_sequence: bool

If data objects timestamp sequencing will be validated and handled.

buffer_deltas: bool

If order book deltas should be buffered until the F_LAST flag is set for a delta.

emit_quotes_from_book: bool

If quotes should be emitted on order book updates.

emit_quotes_from_book_depths: bool

If quotes should be emitted on order book depth updates.

disable_historical_cache: bool

If data published through the pipeline path should be suppressed from the cache.

When true, historical replays still publish on pipeline topics but the engine does not write the data to the cache.

external_clients: Option<Vec<ClientId>>

The client IDs declared for external stream processing. The data engine will not attempt to send data commands to these client IDs.

debug: bool

If debug mode is active (will provide extra debug logging).

Implementations

impl DataEngineConfig

pub fn builder() -> DataEngineConfigBuilder

Create an instance of DataEngineConfig using the builder syntax

Trait Implementations

impl Clone for DataEngineConfig

fn clone(&self) -> DataEngineConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DataEngineConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for DataEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for DataEngineConfig

where DataEngineConfig: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for DataEngineConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.